This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.

� propos de l?auteur:

"Vlad Stefan BARBU1: 1Associate Professor of Mathematics (Statistics) - HDR (Habilitation to Conduct Research); Laboratory of Mathematics Rapha�l Salem, University of Rouen - Normandy, France Nicolas VERGNE: Associate Professor of Mathematics (Statistics); Laboratory of Mathematics Rapha�l Salem, University of Rouen - Normandy, France"

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Articles li�s � Statistical Topics and Stochastic Models for Dependent...

Statistical Topics and Stochastic Models for Dependent Data With Applications : Applications in Reliability, Survival Analysis and Related Fields

Barbu, Vlad Stefan (EDT); Vergne, Nicolas (EDT)

Neuf(s) - Couverture rigide

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